+842.0%
SIMO vs EQX
+238.5%
+603.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.3% |
| 7D | +14.6% | +3.8% | +10.8% | +14.2% |
| 30D | +6.2% | +9.4% | -3.2% | +5.2% |
| 3M | +3.6% | +16.8% | -13.3% | +1.7% |
| 6M | +130.8% | -23.7% | +154.5% | +133.6% |
| YTD | +195.8% | -9.6% | +205.4% | +193.9% |
| 1Y | +225.0% | +29.1% | +195.9% | +212.4% |
| 3Y | +452.3% | +175.3% | +277.0% | +389.6% |
| 5Y | +303.6% | +77.3% | +226.3% | +260.8% |
| All | +842.0% | +238.5% | +603.5% | +882.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling